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Optimal conditional hedge ratio: A simple shrinkage estimation approach
Journal of Empirical Finance, 2016Sung Y Park
exaly
The optimal hedge strategy of crude oil spot and futures markets: Evidence from a novel method
International Journal of Finance and Economics, 2019Lu-Tao Zhao, Yue-Jun Zhang
exaly
Optimal Hedge Ratio and Hedging Effectiveness in Turkish Stock Index Futures Market
2015In this study, optimum hedge ratio and hedging effectiveness of Turkish index futures market are investigated and five different hedging horizons including daily hedging and one, two, three, and four weeks hedging are examined. In the study, six different models including ordinary least squares (OLS), error correction model (ECM), generalized ...
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A clustering time series model for the optimal hedge ratio decision making
Neurocomputing, 2014Yu-Chia Hsu, An-Pin Chen
exaly
Constant or Time-Varying Optimal Hedge Ratios?
1993Moschini, Giancarlo +3 more
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Proceedings of the Institution of Mechanical Engineers Part I: Journal of Systems and Control Engineering
Thi Thoa Mac, Hai-Le Bui, Ngoc-An Tran
exaly
Thi Thoa Mac, Hai-Le Bui, Ngoc-An Tran
exaly
Optimal Introductive Sequence of Hedge Fund Baskets in the Korean Market
Journal of Korean Institute of Industrial Engineers, 2012exaly
Comparative analysis of risk measures for optimal hedge ratio determination
Finance Research LettersFernanda Maria Müller +1 more
exaly
Optimization of Optimal Risk Hedging Ratio Based on Genetic Algorithm
2024 International Conference on Interactive Intelligent Systems and Techniques (IIST)Liang Xu +3 more
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